UPDATE: 18 May 2013 - A new firmware (v5) has changed the way ads are handled on the Roku such that this guide is no longer relevant.
Roku are are a pretty neat little media streaming box but one thing that I think lets them down are the trashy and mostly irrelevant adverts on the home page. Wouldn't it be great if you could get rid of these?
The ads are served by the third party ad platform, ZEDO. You can block the ads from displaying by simply blocking this domain entirely or by being more targeted and blocking the specific sub-domain serving the Roku ads. A TCPDUMP of my Roku shows that the ad images currently come from 'd7.zedo.com' (although this may change).
I block them by adding a custom DNS record for this sub-domain to my home router pointing to the loopback address (127.0.0.1). There are or course many other ways you could do this, but the best way will largely depend on your own set-up and resources.